If I remember correctly WMP in some of the limewire versions cannot act as the previewer in limewire, that's why I suggest getting the xp codec pac as well....
When you get that sort of message it generally means that there may be some sort of corruption in the file and once fully downloaded can stop access to your shared folder..
By default your incomplete folder is in the same location as your shared...
HDD > Documents and settings > User (your name) > Incomplete Folder...
